-23.3%
REPL vs UTHR
+118.3%
-141.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | -5.4% | +2.4% | -2.1% |
| 30D | +27.1% | -6.0% | +33.2% | +28.3% |
| 3M | +52.4% | -11.0% | +63.4% | +55.6% |
| 6M | +107.4% | -0.5% | +108.0% | +104.9% |
| YTD | +54.7% | +0.1% | +54.7% | +52.3% |
| 1Y | +158.9% | +28.2% | +130.7% | +140.6% |
| All | -23.3% | +118.3% | -141.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling